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Testing of binary regime switching models using squeeze duration analysis

Das, Milan Kumar; Goswami, Anindya - In: International journal of financial engineering 6 (2019) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012028860

Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R

Kivedal, Bjørnar Karlsen - 2024

1. Introduction 2 -- Start using Gretl and R 3 -- Basic Material 4 -- Hypothesis testing 5 -- Simple linear regression 6 -- Multiple regression 7 -- Regression using dummy variables 8 -- Non linear models 9 -- Time series analysis 10 -- Other statistical tools.

Persistent link: https://www.econbiz.de/10014519030

The balance between size and power in testing for linear association for two stationary AR(1) processes

Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 23 (2016) 4/6, pp. 230-234

Persistent link: https://www.econbiz.de/10011430410

Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values

Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323

Persistent link: https://www.econbiz.de/10011430513

Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials

Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 57-74

Persistent link: https://www.econbiz.de/10011431128

Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling

Nonejad, Nima - In: Economics letters 133 (2015), pp. 35-39

Persistent link: https://www.econbiz.de/10011431849

Solving and estimating linearized DSGE models with VARMA shock processes and filtered data

Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91

Persistent link: https://www.econbiz.de/10011432004

Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null

Sollis, Robert - In: Journal of time series econometrics 8 (2016) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011440443

A note on the QMLE limit theory in the non-stationary ARCH(1) model

Arvanitis, Stelios; Louka, Alexandros - In: Journal of time series econometrics 8 (2016) 1, pp. 21-39

Persistent link: https://www.econbiz.de/10011440450

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